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Vienna Congress on Mathematical Finance - VCMF 2019
Mon–Wed, Sept. 9–11, 2019

VCMF Educational Workshop
Thu–Fri, Sept. 12–13, 2019


The second Vienna Congress on Mathematical Finance will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as:

  • Computational Methods and Machine Learning
  • Credit Risk and Systemic Risk
  • Limit Order Book and High Frequency Trading
  • Markets with Frictions and Large Trader Models
  • New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization)
  • Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation)
  • Robust Finance
  • Stochastic and Rough Volatility

The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program.

The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists.

The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations.

General Information

Vienna Congress on Mathematical Finance
Monday, September 9 - Wednesday, September 11, 2019

VCMF Educational Workshop
Thursday, September 12 - Friday, September 13, 2019

WU Vienna - Vienna University of Economics and Business
Welthandelsplatz 1, 1020 Vienna/Wien, Austria

Registration & Submission:
Will start 2019 - nevertheless you can preregister your interest and write a short email to the conference & workshop secretariat:

Conference & Workshop Secretariat:
Ms. Katrin Artner and Ms. Sandra Trenovatz


Previous VCMF Conference: [VCMF 2016]


WU Vienna - Vienna University of Economics and Business
FAM @ TU Wien - Vienna University of Technology
University of Vienna